+53.3%
TJX vs MMM
+158.4%
-105.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -5.6% | +12.1% | -17.7% | -7.3% |
| 3M | -12.3% | +1.4% | -13.7% | -12.6% |
| 6M | -7.7% | +26.6% | -34.3% | -11.2% |
| YTD | -11.4% | +16.8% | -28.2% | -13.9% |
| 1Y | -7.0% | +10.1% | -17.1% | -8.9% |
| 3Y | +53.3% | +158.4% | -105.1% | +43.2% |
| All | +53.3% | +158.4% | -105.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling